Signals

( )
( )
2
0
2
0
0
: lim ( ) 0
: lim ( )
:
: ( )
: ( )
: ( )
t
t
Decay u t
Conv u t a
Bounded Finite peak
Integral square u t dt
Square root of total energy u t dt
Intergral absolute value u t dt
Peak

=
=
}
}
}
Signal convergence criteria
Measuring the size of the signal
( )
( )
2 2 2
1 2
0
0
ampltiude location
b
mag mag
a
max : max ( )
1
lim ( )
1
lim ( )
f(t)=h(t)+ a (t- )
(t-T)h(t)dt= h(T) a<
T
Total
T
T
T
or imum absolutevalue u t
RMS u t dt RMS RMS RMS
T
Average absolute u t dt
T

| |
= = + |
\ .
=
}
}

}
Delta function properties
b
ampltiude location
a
b
location
a
' '
location
T<b
f(t)= h(t)+ a (t- )
h(t) Impulse of magnitude at t=
( ) ( ) Impulse of magnitude at t= f t h t
=
= +
}
}

a
a

Fourier Transforms
0
0
'
( ) ( )
Re (img)= ( ) ( )
1
( ) ( )
2
( ) ( ( )) ( )
( ) ( ( / )) ( )
( ) ( ( )) ( )
( ( ))
j t
j t
j t
width width width
F f t e dt
i F F
f t F e d
H FT f t t F e
H FT f t F
H FT f t j F
FT y t
e
e
e
e
e e
e e
t
e e
e o o o e
e e e

=
= + Z
=
= =
= =
= =
}
}
TimeShifting
Scaling
Differentiation
I ntegration
1
-ci
1
( '( ))
( )
t-c
FT A rect =
W
(
Bandwidth = 2 /2
FT( ( ) ) 2 ( )
W
A We sinc
2
sinc(t))=(1/2 )rect( /2 )
n
n
n
gain gain
FT y t
j
t c
y y t A rect
W
FT
f t K K
e
t t
to e
t e t
=
=
| |
= =
|
\ .
| | | | | |

| | |
\ . \ . \ .
= =

DC Signal[unboundedinterval]
Rectangular
FT
0
0
0
0
0 0 0
FT(impulse)=1
FT( ) ( - )
FT( ) ( )
FT(cos ) [ ( ) ( - )]
FT( .; .) ( ) 1/
j t
j t
e
e
t
pos Neg j
e
e
o e e
o e e
e t o e e o e e
to e e

=
= +
= + +
=
0
I mpulse( - )
Step function
of
FT of Sinusoid


ROC: If the imaginary axis isnt
contained in the ROC of LT, then FT
does not exist.
0 / 0.5
( / )
1 / 0.5
t
rect t
t
t
t
t
>
=
<

0 / 0.5
( / )
1 2 / / 0.5
t
t
t t
t
t
t t
>
A =
<

sin(x) sin(x)
sinc(x)= sinc(x)=
x x

Convolution
*Multiplication in time domain (Viceversa)
1
( ) ( ) ( ) ( ) ( )
2
( ) ( ) ( ) ( ) ( )
y t f t g t F G d
Y F G f g t d
e
t
e e e t t t

= =
= =
}
}

Convolution is just find the over
lapping area and dividing it by
2.
Phase Modulation (GPS)
0
0
0
0
0
: ( ) cos( )
1
( ) ( ) *( ( ) (
1 1
( ) (
))
2
)
2 2
Input
Carrier signal G t
Y F
Modula e F t F d
e e
e e t e e t
e e e
e e
t
e
=
= + +
+ + =

Demodulation
modulaeted 0 modulated
0 0
0
1 1
( 2 ) ( 2 )
4 4
1 1
( ) ( ) ( )
2 2
( ) U
Z Y
U U
Y
e
e e e e e
e e e e
= + +
= + + +

Sampling with impulse train
( ) ( ) ( ) Representation
1 2
( )
k
k
y t u kT t kT
k
Y U where T period
T T
o
t
e e

=
=
| |
= =
|
\ .

Sampling theorem
min
int
1/
/ sec
2
Bandwidth
Sample erval s
Bandwidth
sampling Bandwidth
T
W
T f
W
samping rate
f W
t
t
=
=
=
>

Wave Conversation
IF THERE IS EVER TRIANGLE
WAVE GIVE, CONVERT INTO
SQUARE WAVE BY
DIFFERERENTATING THE
TRIANGLE WAVE
1
( ) '( ) Y Y
j
e e
e
=

Position Estimation methods
( )
( )
( )
2 2
2 2
21 2 2
1
2 2
1 1
2 2
31 3 3
2
2
1 1
: ( ) ( )
: ( ) ( )
( ) ( )
( ) ( )
( ) (
known known observer known observer
observer observer
Slave ST
observer observer
Master
observer observer
Slave ST
observer
TRI r x x y y
HYP d x x y y
x x y y
d x x y y
x x y y
= +
= +
+
= +
+ ( )
2
Re
)
: 1
observer
Master
civer Transmitter
s
r
DOPPLER f f
v
| |
= |
\ .
Modulation

Demodulation

( )
( )
( )
( )
Proability of Agiven B
( )
( / )
( )
( / ) ( )
( / )
( )
f ( , ) ( ) ( )
f(x)= ( , ) / /
f(y)= ( , ) / /
i j
i j
xy
u x
u x
v y
v y
P A B
P A B
P B
P B A P A
P A B
P B
x y f x f y
f x y dy drawline y direction
f x y dx drawline x d

=
=
=
+
+
}
}
Proability stuffs
Joint proability density :
|
-
( , )
( )
( )
f(x)f(y)= f(x,y)dx
x y
y
irection
f x y
f x
f y

=
}
To check for indenpendence :

(Uniform density) 0
(Trigometry function) trigo function
(Determinist function) 0
E
E
E
=
=
=


max
min max
2 2
( ( )) ( )
1
( ) ( )
[ ] ( [ ])
,
[ ] [ ] [ ]
[ ] 0
x
x
E X t f time
E f x dx
x
Stdev E X E X
X Y
E XY E X E Y or
Conv XY
=
=
=
=
=
}
Stationary process :
Randomprocess
Checking for independenceof

.
1
2
1
2 2 2
xy
( )
( ) ; Proability dis.
( )
( ) ( )
( ) ( )
( ) ( )
Covarianc (( ) ( ))
Covaria
x
x x
proab den
n
i i
i
n
i x i
i
x x
x y
correlation
dF
f F
d
E discreet p x
Var discreet Discreet Value p
E Cont xf x dx
Var Cont x f x dx m
E x m y m
u
u
u

=
=

= =
=
=
=
= =
=
=

}
}
xy xy
0
nce Covariance
:
:
( ) ( ) ( )
1
: ( ) ( ) ( )
: ( ) [ ( ) ( )]
x y x y
x y
z x y
T
x
x
Var Var
Let Z X Y
Sum of prob distribution f f
f z f x f z x dx
Time average R X t X t d
T
Ensemble averge R E X t X t
Time average Ensemble averag
o o
t t t
t t

=
= +
+
=
= +
= +
=
}
}
Autocorrelation
( ) var( ) 1
(0) var( )
(T) 0
( ) {[ ( ) ( )][ ( ) ( )]
[ ( ) ( )] [ ( ) ( )]...
... [ ( ) ( )] [ ( ) ( )]
( ) ( ) ( )
x
x
x
Z
x yx xy
e Not ergodic
Ergodic means wide sense stationary
R x
T
R x
R
R E X t Y t X t Y t
E X t X t E Y t X t
E X t Y t E Y t Y t
R R R
t
t
t t t
t t
t t
t t t

(
= (

=
=
= + + + +
= + + +
+ + + +
= + +
0
( ) y
if X and Y uncorr
R t
=
+

2
( ) ( ( )) ( )
( ) ( ( )) ( )
( ) ( ( ) cos(2 )) 1/ 2[ ( ) ( )]
(0) ( )
j
X x x
f j
X x x
X x c x c x c
X x
S R R e d
S f R R e d
S f R f S f f S f f
S R d Zero frequency value
et
t t
e t t t
t t t
t t t
t t

= =
= =
= = + +
= =
}
}
}
Autocorrelation function
PSD(W/ Hz) fromAutocorrelation
2 2
0
.
1 0
(2 )
1
( ) ( )
2
1
(0) ( ) var
2
( ) ( )
( )
2
( ) [ ( )] ( )
2
( )
j
x x
x x
X X
WN
Mag
WN WN
W
j f
WN WN
W
R S j e d
R S f d
S f S f
N
S f for f
N
R S f
R S e df
et
t t
t e e
t
o e
t
t o t
t

=
= = =
=
= < <
= =
=
}
}
}
from PSD
White noise[infinite BW]
Bandwidth limited White noise

0
2
2
2 0
0
0
2
/ 2
S ( )
0
( ) S ( )
( / 2 )
2 2
N Wsinc(2W)
S ( ) [ ( )] ( )
LP
j f
LP LP
w w j f
j f
w w
j
x x x
N f W
f
R f e df
N e
N e df
j f
f R R e
t t
t t
t t
t
t t
t t

s
=

=
(
= (

=
= =
}
}
Bandwidth limited White noise
Autocorrelation of LOWPASS FILTER
White noise example
( )
( )
0
2 2 2 2
0
0 2 ( 2 ) 2 ( 2 )
0
2 2 2
2 2
2
2 2
2 2
2
2 2 2
2
2
f
j f j f
j f j f
d
e d e d
e e
j f j f
j f j f j f
f
t t
|t t t |t t t
| t t | t t
t
o t o t
o o
t | t |
o o o |
t | t | t |
o |
t |

= +
= +
+
= + =
+ + +
=
+
}
} }
Random input to linear
( )
( )
2
2
2 2
2
2
2
2 2 2
2 0
2 2 2
2
0
Linear: ( ) ( ) ( )
( ) ( ) ( )
[ ] ( ) ( )
:
( )
( ) 1
( )
( )
1
( )
( )
1
( )
( )
( )
( )
1
[ ]
(
x f
x f OUTPUT PSD INPUT PSD
f
x f
S f G f S f
PSD S H S
E x H S d
Example
mx cx kx F t
X s
H s
F s ms cs k
H
k m c j
H
k m c
S
S H S
k m c
E x S
e e e
e e e
e
e e
e
e e
e
e e

=
= =
=
+ + =
= =
+ +
=
+
=
+
= =
+
=
}
2
2
0 0
)
d
k m c j
m
S S
kcm kc
e
e e
t t

+
= =
}

Low pass filter subjected to unit
white noise
1
1
2
2
0 0
2
( ) 1/ (1 )
( ) 1/ 2
1
( ) [ ( )]
( ( )) (1/ 2) ( )
1
[ ( )] ( )
2
1
2
f
u
T
f f
t t u v
T T
u v
T T
Low pass filter subjected with unit
white noise input
G s Ts for low pass filter
S f for unit white noise input
g u L G s e
T
R L S f
E x t e e u v dudv
T
e e
T
o t
o
o

= +
=
= =
= =
= =
} }
0 0
2
2
2 2
0
0
( )
1 1 1
[1 ]
2 2 2 4
t t
t
v
t v v t T
T T T
u v du dv
e
e e dv e
T T T
T

(
(

(
(
= = = (
(

} }
}

Sampling
At T=2Pi*/(2W)

At T>2Pi*/(2W)


GPS Signals
.
.
. : 2 1
.
bits r per shift reg
bits per shift reg
No of possible states
No of shift registers r

=

-Perform XOR operation before shifting
-The last col. Is the output
-Initial state is state 0
( )
[( 2)/ 2]
1 ( ) ( ) 2
1, , , .
.
( ) 1 2
k
floor n
n n
R n No of bit register
N N N
N Total no of states
n
| |
|
+

e = `
)`
=

= + )
Auto - Correlation of Gold sequence

Signal generation transmitted
1 1 1
1 1
2 2 2 2
For
2
0
2 ( ) ( ) cos(2 )
2 ( ) ( ) cos(2 )
2 ( ) ( ) cos(2 )
1 1
( ) 2
L c L L
CACode
c L L
PCode
L Y L L
PCode
creating phase lead in PCode so signals can be seperated
T
s P D t x t f t
P D t y t f t
s P D t x t f t
Average power
s t dt
T T
t u
t u
t u
= + +
+
= +
=
=
}
2 2 2
0
2
0
-3
( ) ( ) cos (2 )
1
2 cos (2 )
CA code =1023bits in 1ms(110 Seconds)
Nav Data=Repeats after 20ms
T
c
T
c c
P D t x t ft dt
P ft dt P
T
t u
t u
+
= + =
}
}

1023 1
0
1023 1
0
1
1 1
1023 1
0
1
( )
1.023
( ) ( )
( ) { 2 ( ) cos(2 )}
2 2
( ) ( )
2 2
( ( )) ( )
c
n c
n c
n c
n c
s L
s s
L L
n c
n c
t nT
x t x rect where T
T mSec
t
x t rect x t nT
T
Modulated CACode P x t f t
P P
X f f X f f
t
x t p x t nT
T
o
t
o

=
| |
= = |
\ .
| |
= |
\ .
=
= + +
| | | |
= |
\ . \

1023 1
0
1023 1
2
0
1023 1
2
0
1 1
1
{ } { ( )}
( ) ( )
( )
( ) ( )
( )
2
( ) ( )
2
2
( ) (
2
n c
n c
j ft
c c n c
n
j fnTc
c c n
n
c c c
c c k
L c c L
c c k
L c c L
t
p x t nT
T
T P fT x t nT e
T P fT x e
T P fT DFT f
Modulated CACode
PT
P f f T DFT f f
PT
P f f T DFT f f
t
t
o
o

=
|
|
.
| |
= |
\ .
=
=
=
=
+
+ +

1)

( )
0 0 0 0 0
0 0
0
( )
0 0 0
2 2 2
0 0 0
2 2 2
0 0 0
0 0
( , , )
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) (
k k
user clock bias
user clock bias
k k k
k k k k
p
k k k
k k k
k k
x x b x x y z and b b
x x x and b b b
x x x x x b b
x x x y y y z z z
x x y y z z
x x x y y y z

o o
o
o o c
o o o
o o
= + = =
= + = +
=
= + +
+ +
~ + +
+ + 0
2 2 2
0 0 0
0
0 0
0
0 0 0
( ) 0
0
)
( ) ( ) ( )
1
1 ( , , )
1
[ ] [ ][ ]
[ ]
k
k k k
k
k k
k
k k k k
k
k
k k
p k
k k
p
p
p
T
opt opt obj
T T
opt opt
z z
x x y y z z
x x
x x x x x x
x x
x x y y z z
x x
x x
x b
x x
x b
x
G
b
G x
S G x W G x
x G W G x
o
o o
o o o c
o o c
o
o c
o
o o c
o o o o
o o
(
(

+ +

= + +

= + +
= +
=
=
=
( )
, 1,
1
1
[ ] ...
... [ ] [ ]
....
( )
2 [ ] { [ ] } [ ] 0
2 [ ] 2 [ ]
{ [ ] } [ ]
T T
opt
T T
opt
T
opt n opt opt
T T T T
opt
T T
opt
T T
opt
T T
opt
x G W
W G x W
dS dS dS
d x d x d x
G W G x W G G W
G W G x G W
x G W G G W
x
G G G
o o
o o o o
o o o
o o o
o o
o o
o
o
o

(
(
(
(
(


+
=
= =
=
=
=


RMS Value

Delta functions

Representing discontinuous functions

Mean and variance of process


Joint probability density

Autocorrelation

2 2 2
0
( ( ) ( )
1
( ) (1 (2 / ))
T
E X t X t
A t A t A T
T
t
t
t
t
= + =
+ =

Generating random process

Kalman filter
| |
2 - 2 2
0 0 0
2
v
2
w
k K
k K
w =State noise~N(0,Q )
v =Measurement
Process covariance : P =E(x ) - E(x ) [ ]
R= =Measurement error covariance
Q= =Process e
noise~N(
rror covariance
measurement noise a
R
r
0, )
v k
unit
v
=
=
Kalman Filter Algorithm
1
1
aince
state uncertainity
0 or nominal value
Kalman gain: ( , 0)
Measurements:
Corrected state vector: ( )
Optimal est
k k k
k
k k
k
T
k
k T
k Measurement favoured heavily
k k k k
k k
R
w
R
v
Q
x
P H
K K H R
HP H
z H x
x x K z Hx

+
=
= =
=
=
+
= +
= +
1
imate=Estimate+ (Kalman Gain) (Measurement-Estimate)
Correced state covariance: ( 0, )
Variance of estimate=Variance of prediction-K Variance of prediction
Projected state vector:
Proje
k
k k k k k
k k
P P K H
w
P P k
x Ax
+
+

= +
k
k
K
k K
1
w =State noise~N(0,Q )
v =Meas
Q =State uncertainity
R Measurement uncertaini
cte
urement noise~N(0,R )
d state covariance:
- = Initial estimate
+ = Optimal estimate
ty
T
k k k P A A Q P
+
+
=
= +

,
, 1 , 2
, 2
2
,
40.3
;
. 1 sec
ionspheric delay
ionspheric delay ionspheric delay
ionspheric delay electron density
ionspheric delay
r I
I I
I TEC TEC n ldl
f
TEC No of electrons in m x tion fromtran to rec
I c
|
| |
|
|

= +
A =

A = =
A
=
=
}
Ionspheric delay
299, 792, 458 / t where c m s A =

Position estimation
1 1
2 2
3 3
( )
( )
( )
bias
given
where c t
r r
r r
r r
o
= A
( ( ( ( + +
( ( ( (
= + +
( ( ( (
( ( ( ( + +

(k) k 2 k 2 k 2
0 0 0
(k) (k)
c 0 0
(1) (1) (1)
c 0 m m 0
(2) (2) (2)
c c 0 m m m 0
(3) (3) (3)
c 0 m m 0
r = (x - x ) +(y - y ) +(z - z )
=r +b b
b b
= b = = b
b b
1
( )
-1
=(Trn Mat A*Mat A) *Trn Mat A*Mat B
(
(
(
(
(
(
(
(

(
(

k k k
k 0 0 0
k
1 1 1
x y z
2 2 2
x y z
3 3 3
z y z
k k k
x y z
-1 T T
opt
-1
opt
(x - x )i +(y - y )j+(z - z )k
=
r
-1 -1 -1 -1
-1 -1 -1 -1
G=
-1 -1 -1 -1
-1 -1 -1 -1
x
= G G G (no. Sat >Dim.)
b
x
=G (no. Sat =Di
b
new,0 0 opt
new,0 0 opt
m.)
x =x +x
b =b +b
1nm=6076ft =1852m

Satellite geometry
( )
2
-1 T
2 2 2 2 2 2
11 22 33
2 2 2 2
11 22 33
11 22 33
44
11 22 33 44
( ) ; E=expected
H= G G
; ;
3 :
( )
( );
;
( );
T
p p
x y z
x y z
E Given usually
H H H
RMS D position error
H H H
PDOP H H H RMS PDOP
TDOP H RMS TDOP
GDOP H H H H RMS GDOP
o c c
o o o o o o
o o o o
o
o
o
= =
= = =
+ + = + +
= + + =
= =
= + + + =